Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47493.17 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46098.29 Kr¶

PnL: ---------------------------------------> -790.28 Kr¶

DD now: ---------------------------------> -2.337 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 09:42:30.296437'

Anic Portfolio¶

Today¶

Return: 0.124 %¶

This Week¶

Return: -0.876 %¶

Total¶

Return: 55.48 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 1.000000 2817.500000 181.500000 6.890000 2636.000010
HMS Networks 2 15.210000 796.800000 123.800000 18.400000 673.000000
FM Mattsson Mora Group B 50 0.830000 3035.000000 108.000000 3.690000 2927.000000
SAAB B 8 0.660000 3430.400000 53.400000 1.580000 3377.000000
MedCap 2 0.650000 464.000000 43.000000 10.210000 421.000000
Corem Property Group B 59 0.380000 619.500000 42.500000 7.370000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.820000 395.200000 40.200000 11.320000 355.000000
Intrum 4 5.880000 561.400000 34.400000 6.530000 527.000000
AcadeMedia 12 -0.740000 581.280000 24.280000 4.360000 557.000004
Resurs Holding 22 -0.840000 596.860000 22.860000 3.980000 573.999998
Eastnine 4 1.590000 510.400000 19.400000 3.950000 491.000000
Boozt 12 0.000000 1668.000000 14.000000 0.850000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
OEM International B 7 -0.390000 535.500000 7.500000 1.420000 527.999997
Securitas B 6 -0.290000 577.080000 7.080000 1.240000 570.000000
Swedbank A 3 -1.730000 569.700000 5.700000 1.010000 564.000000
Norva24 Group 16 0.410000 548.480000 5.480000 1.010000 543.000000
Karnov Group 9 0.000000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.480000 248.880000 2.880000 1.170000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Coor Service Management Hold. 8 -0.300000 533.600000 1.600000 0.300000 532.000000
CTEK 13 0.740000 533.000000 -1.000000 -0.190000 533.999999
Midsona B 63 2.240000 573.930000 -9.070000 -1.560000 582.999984
Handelsbanken A 5 -1.110000 533.750000 -12.250000 -2.240000 546.000000
Essity B 2 -2.040000 547.800000 -26.200000 -4.560000 574.000000
Beijer Electronics Group 26 -6.460000 2938.000000 -33.000000 -1.110000 2971.000006
International Petroleum Corp. 5 0.360000 554.500000 -40.070000 -6.740000 594.565215
Nordea Bank Abp 29 -1.640000 3412.140000 -41.860000 -1.210000 3453.999992
Essity A 4 -1.970000 1096.000000 -53.000000 -4.610000 1149.000000
Vivesto 1368 0.050000 533.790000 -79.210000 -12.920000 612.999432
Sampo Oyj SDB 7 -1.560000 3755.500000 -94.500000 -2.450000 3850.000000
Fasadgruppen Group 35 1.160000 3675.000000 -136.000000 -3.570000 3810.999990
Axfood 13 -1.780000 3512.600000 -243.400000 -6.480000 3756.000001
OX2 18 0.510000 1410.300000 -253.700000 -15.250000 1663.999992
Ovzon 52 2.820000 2839.200000 -522.800000 -15.550000 3361.999992
TOTAL 46098.290000 -790.280000 -2.33749% 46888.564618

Updated:¶

'2023-01-26 09:42:43.301192'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶